Because if you wear your religion on your sleeve and are highly observant then that means you are conservative and rules focused by nature. People who belong to liberal Christian denominations, like Unitarianism, are rarely heard from because they aren't vocal by nature.
People who are very religious also want to believe that what they follow is the truth but the very existence of nonbelievers casts doubt on this either consciously or subconsciously. "If my beliefs are self evident then how can so many nonbelievers exist?" So they rationalize this as either thinking of you as a sinner who deliberately refuses to accept the "truth" or a poor lost soul in need of saving. Christianity, and some other faiths, is also missionary minded in nature. They are called upon in the New Testament to "spread the word". If you want to grow your numbers and/or your income (i.e. Mormon church) then you are aggressive with missionaries and hunting for converts.
People are also very good at rationalizing their views and cherry picking data to force things to fit their emotionally driven beliefs. Look at conspiracy theorists who dismiss anything that contradicts them as "lies" and "propaganda" but their sources are never questioned.